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Valuation of finance/insurance contracts: Efficient hedging and stochastic interest rates modeling. (2014). Tong, Shuo ; Melnikov, Alexander.
In: Risk and Decision Analysis.
RePEc:ris:iosrda:0002.

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  12. Valuation of finance/insurance contracts: Efficient hedging and stochastic interest rates modeling. (2014). Tong, Shuo ; Melnikov, Alexander.
    In: Risk and Decision Analysis.
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  50. Reserving for maturity guarantees: Two approaches. (1997). Boyle, Phelim P. ; Hardy, Mary R..
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  52. Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results. (1996). Ortu, Fulvio ; Bacinello, Anna Rita.
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  53. Equity-linked life insurance: A model with stochastic interest rates. (1995). Sandmann, Klaus ; Nielsen, Aase J..
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